I think people would find these useful:

Game->SetPalette(int dmap, int palette)
Game->SetPalette(int dmap, int screen, int palette)
Screen->SetPalette(int pal)

We'd need to make the palette of a DMap/Map something that ZScript can access, first.

I'm uncertain if it would be possible to set the palette of individual screens at present. i seem to recall that palettes are set only by DMap, but setting them by screen would also be a feature welcomed by many.